Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52213.47 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48084.4 Kr¶

PnL: ---------------------------------------> -847.6 Kr¶

DD now: ---------------------------------> -1.707 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 15:13:01.264865'

Anic Portfolio¶

Today¶

Return: 0.266 %¶

Total portfolio value¶

Return including deposits: 70.74 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 6.260000 698.250000 59.250000 9.270000 638.999984
Biotage 4 1.470000 633.200000 30.200000 5.010000 603.000000
Vitrolife 3 1.300000 701.400000 24.400000 3.600000 677.000001
Xvivo Perfusion 3 -1.530000 868.500000 23.500000 2.780000 845.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Embracer Group B 26 1.560000 685.100000 23.100000 3.490000 661.999988
Addtech B 3 0.420000 718.200000 18.200000 2.600000 699.999999
Fortnox 10 0.920000 682.600000 14.600000 2.190000 668.000000
SynAct Pharma 9 -0.140000 657.000000 12.000000 1.860000 645.000003
Svolder B 35 -0.080000 2191.000000 12.000000 0.550000 2179.000005
Humana 40 3.140000 683.200000 9.200000 1.360000 674.000000
NCC B 7 0.530000 660.100000 6.100000 0.930000 653.999997
Volati 5 0.350000 575.000000 1.000000 0.170000 574.000000
Indutrade 5 -0.600000 1320.500000 0.500000 0.040000 1320.000000
Latour B 2 -0.580000 449.400000 0.400000 0.090000 449.000000
Addnode Group B 6 -1.030000 752.400000 0.400000 0.050000 751.999998
SCA A 4 1.360000 596.000000 -3.000000 -0.500000 599.000000
Nolato B 12 -1.110000 640.200000 -7.800000 -1.200000 648.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 -0.700000 495.000000 -10.000000 -1.980000 505.000000
Profoto Holding 7 -1.450000 571.200000 -10.800000 -1.860000 581.999999
Sdiptech B 3 -1.820000 809.400000 -12.600000 -1.530000 822.000000
Investor B 3 -0.530000 645.300000 -12.700000 -1.930000 657.999999
BONESUPPORT HOLDING 10 -0.080000 1209.000000 -15.000000 -1.230000 1224.000000
Gaming Innovation Group 161 0.580000 4169.900000 -18.100000 -0.430000 4187.999942
Lime Technologies 2 -4.460000 557.000000 -36.000000 -6.070000 593.000000
Ambea 68 1.050000 2491.520000 -45.480000 -1.790000 2537.000032
Lundin Gold 7 -0.310000 914.200000 -59.800000 -6.140000 973.999999
Creades A 7 -0.890000 543.900000 -67.100000 -10.980000 610.999998
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
Investor A 16 -0.740000 3440.000000 -105.000000 -2.960000 3545.000000
Sedana Medical 135 2.090000 4220.100000 -110.900000 -2.560000 4330.999935
New Wave B 40 0.230000 3768.800000 -147.200000 -3.760000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.020000 2652.900000 -314.100000 -10.590000 2966.999993
TOTAL 48025.420000 -906.580000 -1.81825% 48931.999868

Updated:¶

'2023-06-14 15:12:32.228054'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶